Yu-Jen Hsiao

National Central University

No. 300, Zhongda Road

Chung-Li Taiwan, 32054

Taiwan

SCHOLARLY PAPERS

2

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192

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Impact of Liquidity on Option Prices

Journal of Futures Markets 31(12):1116-1141.
Number of pages: 42 Posted: 17 Mar 2010 Last Revised: 23 Feb 2019
National Chengchi University, National Central University, National Taiwan University and National Taiwan University - Department of Finance
Downloads 191 (198,992)
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Abstract:

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Liquidity, Option price, Implied volatility curve, Hedging cost

2.

The Diversification Effects of Initial Public Offerings

Journal of Business Finance & Accounting, Vol. 37, Issue 1-2, pp. 171-205, January/March 2010
Number of pages: 35 Posted: 02 Feb 2010
University of New Mexico - Anderson School of Management, National Taiwan University - Department of Finance, National Central University and Yuan-Ze University - Department of Finance
Downloads 1 (793,079)
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